These juicy meatballs can work as passed hors d'oeuvres, a pasta topping or sandwich filling.
In a large bowl, mix together the breadcrumbs, milk and 1 tablespoon marsala. Allow this mixture to soak for 5 minutes. Add the chicken, pecorino, egg, parsley, 1/2 teaspoon salt and the pepper. Using your hands, gently mix together the ingredients until just combined. Scoop the mixture into 1 tablespoon sized balls and placed on an oiled baking sheet. Place the sheet under the broiler and cook for 5 minutes or until the balls are beginning to brown and are just barely cooked through. Remove from the oven and set aside.
In a straight sided skillet, heat 1 tablespoon olive oil over medium high heat. Add the mushrooms and cook, stirring often with a wooden spoon, until the mushrooms are brown on all sides, about 5 minutes. Add the shallots and remaining 1/2 teaspoon salt and cook for another 2 minutes. Reduce the heat to medium and stir in the flour and remaining tablespoon of olive oil to form a paste. Add the 1/3 cup marsala wine and stir until the mixture is smooth. Whisk in the chicken stock and simmer for about 5 minutes. Add the meatballs to the sauce and simmer for an addition 5 minutes to let the flavors blend. Serve warm garnished with grated pecorino cheese.